nlpsol_impl.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_NLPSOL_IMPL_HPP
#define CASADI_NLPSOL_IMPL_HPP
 
#include "nlpsol.hpp"
#include "oracle_function.hpp"
#include "plugin_interface.hpp"
 
 
namespace casadi {
 
  struct CASADI_EXPORT NlpsolMemory : public OracleMemory {
    // Problem data structure
    casadi_nlpsol_data<double> d_nlp;
    // number of iterations
    casadi_int n_iter;
    // Success?
    bool success;
    // Return status
    UnifiedReturnStatus unified_return_status;
  };
 
  class CASADI_EXPORT
  Nlpsol : public OracleFunction, public PluginInterface<Nlpsol> {
  public:
 
    // Memory structure
    casadi_nlpsol_prob<double> p_nlp_;
 
    casadi_int nx_;
 
    casadi_int ng_;
 
    casadi_int np_;
 
    Function fcallback_;
 
    casadi_int callback_step_;
 
    std::string sens_linsol_;
    Dict sens_linsol_options_;
 
    std::vector<char> detect_simple_bounds_is_simple_;
    Function detect_simple_bounds_parts_;
    std::vector<casadi_int> detect_simple_bounds_target_x_;
    std::vector<casadi_int> detect_simple_bounds_target_g_;
 
 
    bool eval_errors_fatal_;
    bool warn_initial_bounds_;
    bool iteration_callback_ignore_errors_;
    bool calc_multipliers_;
    bool calc_lam_x_, calc_lam_p_, calc_f_, calc_g_;
    bool bound_consistency_;
    double min_lam_;
    bool no_nlp_grad_;
    std::vector<bool> discrete_;
    std::vector<bool> equality_;
 
    // Mixed integer problem?
    bool mi_;
 
    mutable WeakRef kkt_;
 
#ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
    mutable std::mutex kkt_mtx_;
#endif // CASADI_WITH_THREADSAFE_SYMBOLICS
 
    void serialize_body(SerializingStream &s) const override;
    void serialize_type(SerializingStream &s) const override;
 
    static ProtoFunction* deserialize(DeserializingStream& s);
 
    std::string serialize_base_function() const override { return "Nlpsol"; }
 
    Nlpsol(const std::string& name, const Function& oracle);
 
    ~Nlpsol() override = 0;
 
 
    size_t get_n_in() override { return NLPSOL_NUM_IN;}
    size_t get_n_out() override { return NLPSOL_NUM_OUT;}
 
 
    Sparsity get_sparsity_in(casadi_int i) override;
    Sparsity get_sparsity_out(casadi_int i) override;
 
 
    std::string get_name_in(casadi_int i) override { return nlpsol_in(i);}
    std::string get_name_out(casadi_int i) override { return nlpsol_out(i);}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    void disp_more(std::ostream& stream) const override;
 
    void init(const Dict& opts) override;
 
    void* alloc_mem() const override { return new NlpsolMemory();}
 
    int init_mem(void* mem) const override;
 
    void free_mem(void *mem) const override { delete static_cast<NlpsolMemory*>(mem);}
 
    virtual void check_inputs(void* mem) const;
 
    double get_default_in(casadi_int ind) const override { return nlpsol_default_in(ind);}
 
    virtual bool integer_support() const { return false;}
 
    void set_work(void* mem, const double**& arg, double**& res,
                          casadi_int*& iw, double*& w) const override;
 
    // Evaluate numerically
    int eval(const double** arg, double** res, casadi_int* iw, double* w, void* mem) const final;
 
    // Solve the NLP
    virtual int solve(void* mem) const = 0;
 
    void codegen_declarations(CodeGenerator& g) const override;
 
    void codegen_body_enter(CodeGenerator& g) const override;
 
    void codegen_body_exit(CodeGenerator& g) const override;
 
    // Plugins that prefer to keep d_nlp/p_nlp/d_oracle storage on their own
    // per-mem-block data struct (instead of letting codegen_body_enter emit
    // them as per-call function-scope locals) skip codegen_body_enter and
    // call these directly with their own lvalues. The default-prefix call
    // chain through codegen_body_enter / codegen_body_exit is preserved
    // byte-for-byte for plugins that don't opt in.
    //   codegen_setup_constants: emit p_nlp constants + d_nlp <-> p_nlp /
    //     d_oracle wiring. Runs once -- call from codegen_init_mem.
    //   codegen_setup_per_call: emit arg/res-dependent d_nlp wiring +
    //     casadi_nlpsol_init + copy_default's. Runs every call -- call
    //     from codegen_body.
    //   codegen_post_solve: emit nlp_grad post-solve + bound consistency +
    //     final NLPSOL_X/F/G/LAM_* fan-out. Per-call -- call from codegen_body.
    void codegen_setup_constants(CodeGenerator& g,
        const std::string& d_nlp, const std::string& p_nlp,
        const std::string& d_oracle) const;
    void codegen_setup_per_call(CodeGenerator& g, const std::string& d_nlp) const;
    void codegen_post_solve(CodeGenerator& g, const std::string& d_nlp) const;
 
    bool uses_output() const override {return true;}
 
    Dict get_stats(void* mem) const override;
 
 
    bool has_forward(casadi_int nfwd) const override { return true;}
    Function get_forward(casadi_int nfwd, const std::string& name,
                         const std::vector<std::string>& inames,
                         const std::vector<std::string>& onames,
                         const Dict& opts) const override;
 
 
    bool has_reverse(casadi_int nadj) const override { return true;}
    Function get_reverse(casadi_int nadj, const std::string& name,
                         const std::vector<std::string>& inames,
                         const std::vector<std::string>& onames,
                         const Dict& opts) const override;
 
    // Call the callback function
    int callback(NlpsolMemory* m) const;
 
    // Get KKT function
    Function kkt() const;
 
    // Make sure primal-dual solution is consistent with bounds
    static void bound_consistency(casadi_int n, double* z, double* lam,
                                  const double* lbz, const double* ubz);
 
    // Creator function for internal class
    typedef Nlpsol* (*Creator)(const std::string& name, const Function& oracle);
 
    // No static functions exposed
    struct Exposed{ };
 
    static std::map<std::string, Plugin> solvers_;
 
#ifdef CASADI_WITH_THREADSAFE_SYMBOLICS
    static std::mutex mutex_solvers_;
#endif // CASADI_WITH_THREADSAFE_SYMBOLICS
 
    static const std::string infix_;
 
    static std::string shortname() { return "nlpsol";}
 
    std::string class_name() const override {return "Nlpsol";}
 
    bool is_a(const std::string& type, bool recursive) const override;
 
    // Get reduced Hessian
    virtual DM getReducedHessian();
 
    virtual void setOptionsFromFile(const std::string & file);
 
    template<typename Type> static void append_to_vec(GenericType& t, Type el) {
      std::vector<Type> v = t;
      v.push_back(el);
      t = v;
    }
 
    template<typename XType>
      static Function create_oracle(const std::map<std::string, XType>& d,
                                    const Dict& opts);
 
  protected:
    explicit Nlpsol(DeserializingStream& s);
  private:
    void set_nlpsol_prob();
  };
 
} // namespace casadi
#endif // CASADI_NLPSOL_IMPL_HPP